+60.6%
JHX vs EQNR
+84.5%
-23.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -3.4% |
| 7D | +2.2% | -13.9% | +16.1% | -4.0% |
| 30D | +13.2% | +0.9% | +12.3% | +14.2% |
| 3M | -0.5% | +7.4% | -8.0% | +4.0% |
| 6M | +30.0% | +12.6% | +17.4% | +41.2% |
| YTD | +34.2% | +83.7% | -49.5% | +45.3% |
| 1Y | +60.6% | +83.3% | -22.7% | +74.1% |
| All | +60.6% | +84.5% | -23.9% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling